How do you set up cookies on a website such that you could set up a login screen so that only people who enter the correct password and receive a cookie can access other pages? And where are cookie files stored on your computer?

I looked into php, made a .php file and uploaded it but the php scripts in the file/page don't seem to be working. Do I have to install php in the site first? How can I know if a site has php ability already?

PHP is a server side script, as I remember. Once about 6 years ago I built a website with it and sold all my stuff via the web rather than a garage sale, when I was moving out of Seattle,WA. Being a server side application you need to make sure your host supports php, as all the code is interpreted on their end. I went down into the basement and dug up the book I used it was called "Build Your Own Database Driven Website Using PHP & MySQL" The publishers referenced this website in the book http://www.sitepoint.com/. I also used SAMS Teach Yourself PHP 4. That was sometime ago, but I do remember looking for a web host that already had PHP and MySQL installed for me. You should be able to verify with your host if they do, through the web site they advertise their services on. If so then PHP and MySQL are hugely popular and you should be able to fine plenty of documentation at bookstores and libraries. ( You will only need MySQL if you are going to set up usernames and passwords for people who join your site.)Sadly, I don't remember much after that. Moved back Canada and that Canadian beer is much too strong.